NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
93.67 |
93.94 |
0.27 |
0.3% |
95.85 |
| High |
94.38 |
95.57 |
1.19 |
1.3% |
97.11 |
| Low |
93.10 |
93.64 |
0.54 |
0.6% |
93.10 |
| Close |
93.83 |
94.93 |
1.10 |
1.2% |
94.93 |
| Range |
1.28 |
1.93 |
0.65 |
50.8% |
4.01 |
| ATR |
1.62 |
1.65 |
0.02 |
1.3% |
0.00 |
| Volume |
29,536 |
42,647 |
13,111 |
44.4% |
150,424 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.50 |
99.65 |
95.99 |
|
| R3 |
98.57 |
97.72 |
95.46 |
|
| R2 |
96.64 |
96.64 |
95.28 |
|
| R1 |
95.79 |
95.79 |
95.11 |
96.22 |
| PP |
94.71 |
94.71 |
94.71 |
94.93 |
| S1 |
93.86 |
93.86 |
94.75 |
94.29 |
| S2 |
92.78 |
92.78 |
94.58 |
|
| S3 |
90.85 |
91.93 |
94.40 |
|
| S4 |
88.92 |
90.00 |
93.87 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.08 |
105.01 |
97.14 |
|
| R3 |
103.07 |
101.00 |
96.03 |
|
| R2 |
99.06 |
99.06 |
95.67 |
|
| R1 |
96.99 |
96.99 |
95.30 |
96.02 |
| PP |
95.05 |
95.05 |
95.05 |
94.56 |
| S1 |
92.98 |
92.98 |
94.56 |
92.01 |
| S2 |
91.04 |
91.04 |
94.19 |
|
| S3 |
87.03 |
88.97 |
93.83 |
|
| S4 |
83.02 |
84.96 |
92.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.11 |
93.10 |
4.01 |
4.2% |
1.79 |
1.9% |
46% |
False |
False |
30,084 |
| 10 |
97.11 |
93.10 |
4.01 |
4.2% |
1.63 |
1.7% |
46% |
False |
False |
28,497 |
| 20 |
98.57 |
91.36 |
7.21 |
7.6% |
1.71 |
1.8% |
50% |
False |
False |
28,540 |
| 40 |
98.57 |
91.28 |
7.29 |
7.7% |
1.60 |
1.7% |
50% |
False |
False |
21,052 |
| 60 |
98.57 |
83.95 |
14.62 |
15.4% |
1.49 |
1.6% |
75% |
False |
False |
16,204 |
| 80 |
98.57 |
83.16 |
15.41 |
16.2% |
1.37 |
1.4% |
76% |
False |
False |
13,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.77 |
|
2.618 |
100.62 |
|
1.618 |
98.69 |
|
1.000 |
97.50 |
|
0.618 |
96.76 |
|
HIGH |
95.57 |
|
0.618 |
94.83 |
|
0.500 |
94.61 |
|
0.382 |
94.38 |
|
LOW |
93.64 |
|
0.618 |
92.45 |
|
1.000 |
91.71 |
|
1.618 |
90.52 |
|
2.618 |
88.59 |
|
4.250 |
85.44 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.82 |
94.73 |
| PP |
94.71 |
94.53 |
| S1 |
94.61 |
94.34 |
|